Xcode 4.0.2?

Hey guys, I've searched the forums for this solution and couldn't find the answer. Anyway, I installed Xcode with the installation disk that came with my iMac. It installed Xcode 4.0.2, which is running great. But I can't find the iOS sdks. When I create a new project the only option is Mac Osx, there is not iPhone Os option to select.

I've searched all over Google, my only solution is to download Lion and then download Xcode 4.2 which includes all the iOS sdks and such. Do you guys have any solutions? I'm going crazy trying to figure this out??

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